+129.3%
WFC vs STRL
+2,010.6%
-1,881.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.1% |
| 7D | +3.8% | +3.4% | +0.4% | +3.3% |
| 30D | +1.5% | -9.2% | +10.7% | +2.7% |
| 3M | +10.9% | -51.0% | +61.9% | +21.3% |
| 6M | +8.4% | +15.8% | -7.3% | -0.8% |
| YTD | -1.9% | +58.9% | -60.7% | -16.3% |
| 1Y | +12.3% | +68.5% | -56.2% | -6.8% |
| 3Y | +132.3% | +485.2% | -352.9% | +36.7% |
| All | +129.3% | +2,010.6% | -1,881.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling